It really was a missed opportunity: Gunn, the street-smart leader of a neighbourhood watch against vampires hooking up with Faith, the hot slayer. Both had damaged childhoods and neither one had any real intellectual interests or schooling. They were instantly attracted to each other and that counts for a lot. Their romance could have been played as knock down / drag out fighting or each one acting as therapist for the other or both with endless moving between one state or the other. If they had followed that bit of drama, a lot of the nonsense that clogged up the storytelling could have been tossed out in favour of Funn. (See what I did there?)
By comparison, Cordelia with her privileged childhood had nothing in common with someone from the streets even though she was living in poor housing at the start of the show. But by the fifth episode, she got an apartment that Charisma had said in an interview was one she wished she could afford. I just don't see Cordelia and Gunn as a prospective romance. The chemistry is not there and remember her statement to Buffy in BtVS Season 1 about downward mobility? I don't think she really wants move to the wrong side of the tracks again. They really would have nothing to talk about because they have nothing in common.